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JPMorgan Quantitative Research - Risk Platform 
United Kingdom, England, London 
137702645

29.08.2024

Job summary:

As a Vice President, Risk Platform Quantitative Developer in Quantitative Research, Athena team, you will focus on pricing and risk investigation, product-specific analysis, software development, discussions with the global QR teams, trading desk and working with global stakeholders to prioritize and manage the book of work.

Job responsibilities:

  • Manage and deliver complex projects coordinating with stakeholders such as line of business Quantitative Research teams, trading, market risk, middle office, technology, and other operations groups
  • Develop and optimize pricing and risk models and infrastructure for derivatives and implement them in Python
  • Contribute to developing our core risk management frameworks in Athena
  • Participate in Athena developer community to help develop and grow all aspects of the platform

Required qualifications, capabilities and skills:

  • You demonstrate strong analytical and quantitative skills
  • You have an excellent understanding of derivative pricing, risk management and business processes of a derivative trading desk
  • You demonstrate experience working in pricing libraries and risk frameworks
  • You have experience using large scale compute backbone infrastructure to optimize risk calculations
  • You have strong product knowledge in at least one asset class
  • You have proven technical leadership skills
  • You demonstrate strong proficiency in Python programming language
  • You have excellent software development skills, experience designing and developing complex, scalable software frameworks
  • You demonstrate strong attention to detail and ability to work to very high standards
  • You demonstrate clear communication and team skills in a multi-location set up

Preferred qualifications, capabilities and skills:

  • You demonstrate excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • You demonstrate relevant experience in similar roles in Quant/Strategist supporting large businesses
  • You demonstrate proficiency in C++ programming language